Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 346,246 CHF | 346,996 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 343,044 CHF | 343,794 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 342,032 CHF | 342,782 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 338,837 CHF | 339,587 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 331,737 CHF | 332,487 CHF | 99.57% | 99.57% |
13/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 322,738 CHF | 323,491 CHF | 99.32% | 99.32% |
12/11/2024 | 0.23% | 4.25 CHF | 4.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 324,594 CHF | 325,344 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 332,020 CHF | 332,770 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 323,391 CHF | 324,141 CHF | 100.00% | 100.00% |
07/11/2024 | 0.24% | 4.41 CHF | 4.42 CHF | 75,000 | 75,000 | 73,704 | 73,704 | 326,692 CHF | 327,455 CHF | 99.13% | 99.13% |